On a characterization of gaussian measures in a Hilbert space

D. Kannan; Pl. Kannappan

Annales de l'I.H.P. Probabilités et statistiques (1975)

  • Volume: 11, Issue: 4, page 397-404
  • ISSN: 0246-0203

How to cite

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Kannan, D., and Kannappan, Pl.. "On a characterization of gaussian measures in a Hilbert space." Annales de l'I.H.P. Probabilités et statistiques 11.4 (1975): 397-404. <http://eudml.org/doc/77032>.

@article{Kannan1975,
author = {Kannan, D., Kannappan, Pl.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
language = {eng},
number = {4},
pages = {397-404},
publisher = {Gauthier-Villars},
title = {On a characterization of gaussian measures in a Hilbert space},
url = {http://eudml.org/doc/77032},
volume = {11},
year = {1975},
}

TY - JOUR
AU - Kannan, D.
AU - Kannappan, Pl.
TI - On a characterization of gaussian measures in a Hilbert space
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1975
PB - Gauthier-Villars
VL - 11
IS - 4
SP - 397
EP - 404
LA - eng
UR - http://eudml.org/doc/77032
ER -

References

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  1. [1] L. Corwin, Generalized Gaussian measures and a « Functional equation », III. Advances in Math., vol. 6, 1971, p. 239-251. Zbl0214.13601MR273295
  2. [2] W. Feller, An Introduction to Probability Theory and Its Applications, vol. II, John Wiley, New York, 1966. Zbl0138.10207MR210154
  3. [3] M. Fisz, Probability Theory and Mathematical Statistics. John Wiley, New York, 1963. Zbl0123.34504MR164358
  4. [4] I.I. Gikhman and A.V. Skorokhod, On the densities of probability measures in function spaces. Russian Math. Surveys, vol. 6, 1966, p. 83-156. Zbl0203.17101
  5. [5] M. Kac, On a characterization of the normal distribution. Amer. J. Math., vol. 61, 1939, p. 726-728. Zbl0022.06102MR371
  6. [6] K.R. Parthasarathy, Probability Measures on Metric Spaces. Academic Press, New York, 1967. Zbl0153.19101MR226684
  7. [7] Yu.V. Prokhorov and M. Fish, A characterization of normal distributions in Hilbert space. Theory Prob. Appl., vol. 2, 1957, p. 468-469. 

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